Share price$74.07
1D-0.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T12:38:07.964Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T00:00:00.019014795Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T12:38:05.450932+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 80.65 | 32.3% | 9.9% | 68.93 | 33.6% | 8.1% |
| 25Δ | 78.27 | 25.5% | 6.7% | 70.70 | 27.8% | 5.8% |
| 30Δ | 76.92 | 21.6% | 5.0% | 71.89 | 24.0% | 4.3% |
| 35Δ | 76.07 | 19.6% | 4.0% | 72.75 | 21.1% | 3.2% |
| 40Δ | 75.44 | 18.1% | 3.3% | 73.39 | 19.2% | 2.5% |
| 45Δ | 74.88 | 16.8% | 2.7% | 73.96 | 17.6% | 1.9% |
| 50Δ | 74.42 | 15.8% | 2.2% | 74.38 | 16.7% | 1.5% |
| 55Δ | 73.97 | 15.0% | 1.8% | 74.79 | 15.9% | 1.2% |
| 60Δ | 73.55 | 15.2% | 1.6% | 75.20 | 15.4% | 0.9% |
| 65Δ | 73.13 | 15.4% | 1.4% | 75.63 | 15.3% | 0.7% |
| 70Δ | 72.63 | 15.8% | 1.2% | 76.08 | 15.3% | 0.5% |
| 75Δ | 72.08 | 16.4% | 1.0% | 76.70 | 16.0% | 0.3% |
| 80Δ | 71.36 | 17.3% | 0.9% | 77.49 | 17.0% | 0.2% |
No recorded observations